+25.4%
IVZ vs SPYG
+8.5%
+16.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +3.3% |
| 7D | +7.6% | +2.3% | +5.3% | +4.9% |
| 30D | +4.3% | -6.5% | +10.8% | +12.1% |
| 3M | -9.3% | -6.8% | -2.5% | -2.2% |
| 6M | +5.2% | -3.1% | +8.4% | +8.9% |
| YTD | +13.4% | +8.0% | +5.4% | +4.3% |
| 1Y | +25.4% | +10.2% | +15.2% | +13.2% |
| All | +25.4% | +8.5% | +16.9% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling